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ProShares VIX Short-Term Futures (VIXY)

-NYSEArca
18.74 Down 0.13(0.69%) Aug 29, 8:00PM EDT
|After Hours : 18.85 Up 0.11 (0.59%) Aug 29, 7:39PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIXYCategory
Alpha (against Standard Index)-1.49N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return-4.82N/A
R-squared (against Standard Index)99.99N/A
Standard Deviation69.49N/A
Sharpe Ratio-0.83N/A
5 Years
StatisticVIXYCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticVIXYCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A